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Gerhard Schroeder

This is information that was supplied by Gerhard Schroeder in registering through RePEc. If you are Gerhard Schroeder, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Gerhard
Middle Name:
Last Name:Schroeder
RePEc Short-ID:psc149
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  1. Schroeder, Gerhard, 2009. "Volatility Indexes seem to point to the Past," MPRA Paper 18025, University Library of Munich, Germany.
  2. Schroeder, Gerhard, 2006. "Volatility says less about the future than accounting rules suggest," MPRA Paper 850, University Library of Munich, Germany, revised 29 Nov 2006.
  3. Gerhard Schroeder, 2005. "Systematics of Advanced Capital Market Models based on Empirical Research," International Finance 0512003, EconWPA.
  4. Gerhard Schroeder, 2005. "Stochastic Pricing," International Finance 0510019, EconWPA, revised 30 Jan 2006.
  5. Gerhard Schroeder, 2005. "Empirical Contributions to Optionpricing analyzing Black and Scholes and other Models," International Finance 0510024, EconWPA.
  1. G. Schröder & S. Ramsden & A. Christy & S. Hyde, 2003. "Medial surfaces of hyperbolic structures," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 35(4), pages 551-564, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (3) 2005-10-22 2005-12-20 2009-10-24
  2. NEP-CFN: Corporate Finance (2) 2005-10-29 2005-12-20
  3. NEP-ACC: Accounting & Auditing (1) 2007-01-14

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